Is there a possibility to set up a monitor for an Azure Webapplication, by using Azure Application Insights? Since the Webapplication can scale up depending on the load, there is one VM that you can monitor with the Windows Monitoring, but potentially 2, 5 or 10.
There's no built-in monitor in NeoLoad for Azure Web application. But it seems that Application Insights has an API that allows you to get all the monitoring data.
From NeoLoad script, you could create the calls to that API, store the values to a NeoLoad variable using a variable extractor and send those values to the NeoLoad Data Exchange API.
For that last step you can use the advanced action "Stored External Data Entry".
But for that your license needs the suitable module enabled.